CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 1.5525 1.5515 -0.0010 -0.1% 1.5692
High 1.5547 1.5575 0.0028 0.2% 1.5720
Low 1.5476 1.5483 0.0007 0.0% 1.5458
Close 1.5502 1.5485 -0.0017 -0.1% 1.5472
Range 0.0071 0.0092 0.0021 29.6% 0.0262
ATR 0.0111 0.0110 -0.0001 -1.2% 0.0000
Volume 79,826 89,619 9,793 12.3% 192,198
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5790 1.5730 1.5536
R3 1.5698 1.5638 1.5510
R2 1.5606 1.5606 1.5502
R1 1.5546 1.5546 1.5493 1.5530
PP 1.5514 1.5514 1.5514 1.5507
S1 1.5454 1.5454 1.5477 1.5438
S2 1.5422 1.5422 1.5468
S3 1.5330 1.5362 1.5460
S4 1.5238 1.5270 1.5434
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.6336 1.6166 1.5616
R3 1.6074 1.5904 1.5544
R2 1.5812 1.5812 1.5520
R1 1.5642 1.5642 1.5496 1.5596
PP 1.5550 1.5550 1.5550 1.5527
S1 1.5380 1.5380 1.5448 1.5334
S2 1.5288 1.5288 1.5424
S3 1.5026 1.5118 1.5400
S4 1.4764 1.4856 1.5328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5693 1.5458 0.0235 1.5% 0.0104 0.7% 11% False False 63,637
10 1.5720 1.5458 0.0262 1.7% 0.0111 0.7% 10% False False 73,719
20 1.5773 1.5458 0.0315 2.0% 0.0116 0.8% 9% False False 81,268
40 1.6087 1.5266 0.0821 5.3% 0.0114 0.7% 27% False False 42,549
60 1.6276 1.5266 0.1010 6.5% 0.0098 0.6% 22% False False 28,392
80 1.6276 1.5266 0.1010 6.5% 0.0091 0.6% 22% False False 21,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5966
2.618 1.5816
1.618 1.5724
1.000 1.5667
0.618 1.5632
HIGH 1.5575
0.618 1.5540
0.500 1.5529
0.382 1.5518
LOW 1.5483
0.618 1.5426
1.000 1.5391
1.618 1.5334
2.618 1.5242
4.250 1.5092
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 1.5529 1.5522
PP 1.5514 1.5509
S1 1.5500 1.5497

These figures are updated between 7pm and 10pm EST after a trading day.

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